mini-sized Dow ($5) Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 10,344 10,421 77 0.7% 10,334
High 10,425 10,510 85 0.8% 10,425
Low 10,339 10,395 56 0.5% 10,170
Close 10,423 10,437 14 0.1% 10,423
Range 86 115 29 33.7% 255
ATR 141 139 -2 -1.3% 0
Volume 66,163 94,322 28,159 42.6% 80,636
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,792 10,730 10,500
R3 10,677 10,615 10,469
R2 10,562 10,562 10,458
R1 10,500 10,500 10,448 10,531
PP 10,447 10,447 10,447 10,463
S1 10,385 10,385 10,427 10,416
S2 10,332 10,332 10,416
S3 10,217 10,270 10,406
S4 10,102 10,155 10,374
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,104 11,019 10,563
R3 10,849 10,764 10,493
R2 10,594 10,594 10,470
R1 10,509 10,509 10,447 10,552
PP 10,339 10,339 10,339 10,361
S1 10,254 10,254 10,400 10,297
S2 10,084 10,084 10,376
S3 9,829 9,999 10,353
S4 9,574 9,744 10,283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,510 10,170 340 3.3% 126 1.2% 79% True False 34,705
10 10,510 10,170 340 3.3% 136 1.3% 79% True False 17,733
20 10,510 10,054 456 4.4% 136 1.3% 84% True False 8,977
40 10,510 9,570 940 9.0% 153 1.5% 92% True False 4,577
60 10,510 9,280 1,230 11.8% 144 1.4% 94% True False 3,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,999
2.618 10,811
1.618 10,696
1.000 10,625
0.618 10,581
HIGH 10,510
0.618 10,466
0.500 10,453
0.382 10,439
LOW 10,395
0.618 10,324
1.000 10,280
1.618 10,209
2.618 10,094
4.250 9,906
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 10,453 10,417
PP 10,447 10,396
S1 10,442 10,376

These figures are updated between 7pm and 10pm EST after a trading day.

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